+1,191.0%
BIIB vs TKO
+1,406.3%
-215.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.5% |
| 7D | -5.4% | +0.7% | -6.0% | -5.5% |
| 30D | +1.7% | +0.9% | +0.9% | +1.5% |
| 3M | +5.8% | -6.2% | +12.0% | +6.7% |
| 6M | +11.9% | -5.6% | +17.6% | +12.5% |
| YTD | +19.7% | -7.8% | +27.6% | +20.5% |
| 1Y | +46.7% | -1.2% | +48.0% | +45.7% |
| 3Y | -18.6% | +106.5% | -125.2% | -30.1% |
| 5Y | -29.8% | +310.4% | -340.2% | -47.2% |
| 10Y | -28.8% | +987.5% | -1,016.4% | -57.8% |
| All | +1,191.0% | +1,406.3% | -215.3% | +375.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TKO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling